-2.3%
HBAN vs TMF
-23.0%
+20.7%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.7% |
| 7D | -1.5% | -0.9% | -0.6% | -1.4% |
| 30D | -5.5% | -1.0% | -4.5% | -5.4% |
| 3M | -0.2% | -11.3% | +11.0% | +0.5% |
| 6M | +5.2% | -22.7% | +27.9% | +4.2% |
| YTD | -2.3% | -17.3% | +15.0% | -2.4% |
| All | -2.3% | -23.0% | +20.7% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling